Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48910.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42227.14 Kr¶

PnL: ---------------------------------------> -206.14 Kr¶

DD now: ---------------------------------> -7.925 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:36:32.572473'

Anic Portfolio¶

Today¶

Return: -0.796 %¶

This Week¶

Return: -0.796 %¶

Total portfolio value¶

Return including deposits: 60.121 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.480000 1658.700000 191.160000 13.030000 1467.540000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
JM 6 0.840000 869.400000 7.200000 0.840000 862.200000
Atrium Ljungberg B 5 0.750000 940.000000 7.000000 0.750000 933.000000
Sagax B 4 0.610000 857.200000 5.200000 0.610000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
ASSA ABLOY B 3 -0.120000 776.100000 -0.900000 -0.120000 777.000000
Hexatronic Group 12 -0.320000 961.440000 -3.120000 -0.320000 964.560000
Biotage 7 -0.370000 935.900000 -3.500000 -0.370000 939.400000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
EQT 4 -0.480000 825.600000 -4.000000 -0.480000 829.600000
Addnode Group B 11 -0.600000 913.000000 -5.500000 -0.600000 918.500000
Byggmax Group 33 -0.760000 947.100000 -7.260000 -0.760000 954.360000
SKF B 5 -0.960000 929.000000 -9.000000 -0.960000 938.000000
OX2 13 -1.650000 932.100000 -15.600000 -1.650000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.210000 819.200000 -36.000000 -4.210000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Vitec Software Group B 2 -3.780000 1043.000000 -41.000000 -3.780000 1084.000000
Indutrade 5 -3.790000 1168.500000 -46.000000 -3.790000 1214.500000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
Bufab 3 -4.850000 1052.700000 -53.700000 -4.850000 1106.400000
BHG Group 97 -6.730000 1358.000000 -97.000000 -6.670000 1455.000000
TOTAL 42227.140000 -206.140000 -7.92467% 42433.280000

Updated:¶

'2023-07-03 15:36:49.039071'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶